+18.2%
EWJ vs AVAV
-68.0%
+86.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.3% | +9.7% | +1.9% |
| 7D | -1.2% | -10.1% | +8.9% | -0.5% |
| 30D | -5.5% | -18.7% | +13.2% | -4.2% |
| 3M | -0.8% | -33.0% | +32.2% | +1.8% |
| 6M | +7.1% | -37.2% | +44.3% | +9.9% |
| YTD | +16.9% | -53.2% | +70.1% | +21.9% |
| 1Y | +18.2% | -69.0% | +87.2% | +28.5% |
| All | +18.2% | -68.0% | +86.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling